Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 57890.34 Day 16 3863.48 30-90 Days CB-3-Q 8769.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 96858.18 Day 16 1534.21 30-90 Days G-1-Q 8551.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 51706.52 Day 16 1007.07 <30 Days G-2-Q 294.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5872.62 Day 16 827.21 91-180 Days G-3-Q 209.91 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 78792.21 Day 16 620.97 Open S-5-Q 5111.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 64989.19 Day 16 622.45 30-90 Days S-6-Q 2511.03 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 45218.24 Day 16 4974.47 30-90 Days S-7-Q 7137.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 58108.01 Day 16 7239.75 30-90 Days E-1-Q 10840.50 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 17164.70 Day 16 851.47 91-180 Days E-2-Q 2398.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90908.91 Day 16 3446.52 Open IG-1-Q 2056.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 44506.76 Day 16 3915.52 91-180 Days IG-2-Q 1305.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36036.30 Day 16 4872.43 Open C-1 7162.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97663.87 Day 16 5539.61 91-180 Days CB-4 12142.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66954.98 Day 16 6238.80 91-180 Days E-10 7693.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62033.16 Day 16 8854.60 91-180 Days E-3 5332.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 66892.96 Day 16 6870.66 30-90 Days E-4 1462.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 26041.13 Day 16 2747.31 <30 Days E-5 4362.15 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96411.27 Day 16 798.19 30-90 Days E-6 9791.91 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46686.95 Day 16 199.62 30-90 Days E-7 2219.31 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 40788.36 Day 16 1034.59 <30 Days E-8 7133.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29365.82 Day 16 168.53 30-90 Days E-9 4594.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 90894.66 Day 16 2901.75 <30 Days G-4 1069.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 68596.59 Day 16 5356.44 91-180 Days IG-3 6983.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 58121.16 Day 16 146.22 <30 Days IG-4 7208.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 61724.73 Day 16 5428.79 Open IG-5 1919.91 No Operations